I've seen all the gory and violent films and to me they're just daft and predictable. One film that scarred me for life... Wolf Creek.
I very foolishly watched it on my own, at night, under the heavy influence of cannabis, back when I used to smoke. It truly disturbed the hell out of me. Having said that, I have also watched it whilst completely sober in broad daylight and it still scared the crap out of me.